Anic Equity¶

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Total return since start: 0.607 %¶

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Equity now: -----------------------------> 49088.05 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43172.26 Kr¶

PnL: ---------------------------------------> -1703.32 Kr¶

DD now: ---------------------------------> -7.591 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 13:14:51.773327'

Anic Portfolio¶

This Week¶

Return: -3.248 %¶

Total portfolio value¶

Return including deposits: 60.751 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.250000 1512.920000 89.920000 6.320000 1423.000014
Hennes & Mauritz B 6 0.560000 922.080000 10.080000 1.110000 912.000000
JM 7 2.710000 956.200000 6.200000 0.650000 950.000002
Nederman Holding 1 -0.490000 205.000000 6.000000 3.020000 199.000000
Atrium Ljungberg B 5 -0.500000 899.000000 -5.000000 -0.550000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Eastnine 6 -1.280000 646.800000 -10.200000 -1.550000 657.000000
Creaspac SPAC 40 0.100000 3820.000000 -14.000000 -0.370000 3834.000000
ASSA ABLOY B 4 -1.090000 978.000000 -15.000000 -1.510000 993.000000
BioGaia B 8 -1.510000 887.200000 -16.800000 -1.860000 904.000000
Biotage 1 -1.350000 131.200000 -17.800000 -11.950000 149.000000
OX2 12 -0.610000 885.600000 -23.400000 -2.570000 909.000000
AcadeMedia 20 -1.700000 949.600000 -28.400000 -2.900000 978.000000
Investor B 3 -0.310000 626.850000 -31.150000 -4.730000 657.999999
Bufab 3 -1.560000 1041.900000 -34.100000 -3.170000 1076.000001
Platzer Fastigheter Holding B 12 0.660000 915.600000 -35.400000 -3.720000 951.000000
Sandvik 4 -1.310000 811.200000 -36.800000 -4.340000 848.000000
Byggmax Group 33 -0.490000 929.940000 -37.060000 -3.830000 966.999990
Vitrolife 3 -2.920000 639.000000 -38.000000 -5.610000 677.000001
INVISIO 15 -1.050000 3532.500000 -39.500000 -1.110000 3571.999995
Latour B 4 -1.590000 816.400000 -39.600000 -4.630000 856.000000
Alimak Group 12 -1.590000 967.200000 -39.800000 -3.950000 1007.000004
Vitec Software Group B 2 -1.120000 1064.000000 -40.000000 -3.620000 1104.000000
Sagax B 4 -1.450000 843.200000 -41.800000 -4.720000 885.000000
Hoist Finance 36 -1.280000 968.400000 -42.600000 -4.210000 1010.999988
Hexatronic Group 15 -1.380000 1026.900000 -44.100000 -4.120000 1071.000000
Addnode Group B 7 -1.520000 859.600000 -45.400000 -5.020000 904.999998
Catena 2 -0.310000 760.400000 -45.600000 -5.660000 806.000000
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
EQT 4 -0.100000 826.800000 -46.200000 -5.290000 873.000000
SKF B 5 -1.160000 933.500000 -46.500000 -4.740000 980.000000
Gränges 10 -2.890000 989.500000 -49.500000 -4.760000 1039.000000
HEXPOL B 8 -0.630000 881.600000 -75.400000 -7.880000 957.000000
Orrön Energy 170 -1.510000 1945.650000 -100.350000 -4.900000 2045.999980
Hexagon B 26 -1.290000 3295.500000 -124.500000 -3.640000 3420.000012
VEF 788 -0.620000 1757.240000 -145.760000 -7.660000 1903.000300
Sedana Medical 93 -0.510000 2548.200000 -435.380000 -14.590000 2983.577733
TOTAL 43187.280000 -1688.300000 -7.5626% 44875.578016

Updated:¶

'2023-06-22 13:14:05.757451'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶